NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 15-Aug-2016
Day Change Summary
Previous Current
12-Aug-2016 15-Aug-2016 Change Change % Previous Week
Open 2.586 2.604 0.018 0.7% 2.781
High 2.672 2.673 0.001 0.0% 2.792
Low 2.580 2.600 0.020 0.8% 2.580
Close 2.626 2.629 0.003 0.1% 2.626
Range 0.092 0.073 -0.019 -20.7% 0.212
ATR 0.094 0.092 -0.001 -1.6% 0.000
Volume 79,750 58,710 -21,040 -26.4% 481,328
Daily Pivots for day following 15-Aug-2016
Classic Woodie Camarilla DeMark
R4 2.853 2.814 2.669
R3 2.780 2.741 2.649
R2 2.707 2.707 2.642
R1 2.668 2.668 2.636 2.688
PP 2.634 2.634 2.634 2.644
S1 2.595 2.595 2.622 2.615
S2 2.561 2.561 2.616
S3 2.488 2.522 2.609
S4 2.415 2.449 2.589
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 3.302 3.176 2.743
R3 3.090 2.964 2.684
R2 2.878 2.878 2.665
R1 2.752 2.752 2.645 2.709
PP 2.666 2.666 2.666 2.645
S1 2.540 2.540 2.607 2.497
S2 2.454 2.454 2.587
S3 2.242 2.328 2.568
S4 2.030 2.116 2.509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.777 2.580 0.197 7.5% 0.090 3.4% 25% False False 90,497
10 2.921 2.580 0.341 13.0% 0.085 3.2% 14% False False 79,043
20 2.947 2.580 0.367 14.0% 0.092 3.5% 13% False False 63,509
40 3.022 2.580 0.442 16.8% 0.096 3.7% 11% False False 51,882
60 3.022 2.358 0.664 25.3% 0.087 3.3% 41% False False 46,746
80 3.022 2.277 0.745 28.3% 0.082 3.1% 47% False False 41,724
100 3.022 2.202 0.820 31.2% 0.079 3.0% 52% False False 37,802
120 3.022 2.049 0.973 37.0% 0.077 2.9% 60% False False 35,290
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.983
2.618 2.864
1.618 2.791
1.000 2.746
0.618 2.718
HIGH 2.673
0.618 2.645
0.500 2.637
0.382 2.628
LOW 2.600
0.618 2.555
1.000 2.527
1.618 2.482
2.618 2.409
4.250 2.290
Fisher Pivots for day following 15-Aug-2016
Pivot 1 day 3 day
R1 2.637 2.628
PP 2.634 2.627
S1 2.632 2.627

These figures are updated between 7pm and 10pm EST after a trading day.

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